But the £36million-rated youngster’s move to the Gunners fell through when the Premier League side failed to agree on a transfer fee.
Di Maria told News of the World: “I don’t know exactly what happened with my proposed transfer to Arsenal.
“I was very excited about joining them but it never happened.
“From what I’ve been told, the transfer money that was supposed to appear, never appeared.
“And just a day-and-a-half later, Benfica heard about the problem, showed interested in me and quickly hired me.
“I didn’t have any doubts about signing and I do not regret joining one of the top three teams in Portugal.
“But I am sure that Arsene Wenger would have had a lot to teach me.”
Chelsea, Liverpool and Manchester City are all reported to be interested in 21-year-old midfielder.